Bayesian analysis framework for multivariate normal (MVN) distribution and multivariate normal mixture (MixMVN) distribution
Bayesian framework for:
a) Computing Bayesian posterior for (Mix)MVN distribution
Using for: *Bayesian posteriori in (Mix)MVN, *Parameter estimation
b) Gibbs sampler for generating random vectors based on specified (Mix)MVN
Using for: *Marginal distributions in (Mix)MVN
c) Markov Chain Monte Carlo (MCMC) for approaching any customized conditional distribution based on specified (Mix)MVN
Using for: *MCMC approach, *Conditional distributions in (Mix)MVN
Development Enviroment:
R_3.5.0; plyr_1.8.4; mvtnorm_1.0-8
Some other related functions (including EM clustering for MixMVN) are in experimental...
Author: ZHANG Chen
Contact: 447974102@qq.com